Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-06 0.553744 0.620559 0.695821 0.787616 0.897572 1.026369 1.190635
2024-10-13 0.486351 0.571539 0.674444 0.810206 0.988223 1.219154 1.551103
2024-10-20 0.436787 0.531990 0.653340 0.823815 1.064937 1.407233 1.957965
2024-10-27 0.391531 0.490183 0.621323 0.815135 1.107235 1.556032 2.358123
2024-11-03 0.370250 0.476390 0.623577 0.852844 1.222760 1.843928 3.102796
2024-11-10 0.356973 0.471356 0.636552 0.907598 1.376610 2.243317 4.275531
2024-11-17 0.335940 0.452490 0.626212 0.923311 1.467941 2.561277 5.498483
2024-11-24 0.314131 0.430004 0.607252 0.921096 1.525775 2.833449 6.839606
2024-12-01 0.288193 0.398801 0.570986 0.883239 1.506276 2.928601 7.752395
2024-12-08 0.266145 0.371792 0.538806 0.848176 1.485301 3.014820 8.745962
2024-12-15 0.256578 0.363529 0.536559 0.867624 1.583886 3.448709 11.754741
2024-12-22 0.254939 0.367668 0.555468 0.930146 1.795782 4.320872 19.090225
2024-12-29 0.246650 0.361248 0.557144 0.962956 1.959495 5.211072 31.229546
2025-01-05 0.232210 0.343335 0.536343 0.945735 1.991422 5.672489 43.346770
2025-01-12 0.219638 0.327666 0.518160 0.931515 2.028958 6.204151 63.273568
2025-01-19 0.206308 0.309764 0.494196 0.901090 2.012811 6.502477 85.783193
2025-01-26 0.201175 0.305798 0.496282 0.930367 2.186352 7.935031 207.897328
2025-02-02 0.198680 0.306272 0.506956 0.981970 2.455103 10.393766 1214.695979
2025-02-09 0.192120 0.298879 0.501193 0.992347 2.590014 12.307779 23437.921632
2025-02-16 0.184429 0.288886 0.489220 0.985049 2.659106 13.912444 NaN
2025-02-23 0.173974 0.273170 0.464225 0.940363 2.569761 13.941947 NaN
2025-03-02 0.164638 0.259107 0.441796 0.900099 2.488959 13.994548 NaN
2025-03-09 0.161123 0.255787 0.441672 0.919880 2.663320 17.330494 NaN